Package: Sim.DiffProc
Type: Package
Title: Simulation of Diffusion Processes
Version: 2.1
Date: 2011-11-18
Author: BOUKHETALA Kamal <kboukhetala@usthb.dz>, GUIDOUM
        Arsalane <starsalane@gmail.com>
Maintainer: BOUKHETALA Kamal <kboukhetala@usthb.dz>
Depends: R (>= 2.11.0), tcltk, tcltk2, stats4, rgl ,xlsx
Description: Simulation of diffusion processes and numerical solution
             of stochastic differential equations. Analysis of discrete-time
             approximations for stochastic differential equations (SDE)
             driven by Wiener processes,in financial and actuarial modeling
             and other areas of application for example modelling and
             simulation of dispersion in shallow water using the attractive
             center (K.BOUKHETALA, 1996). Approximated the evolution of conditional 
			 law a diffusion process with three methods Euler, Kessler and Shoji-Ozaki. 
			 Simulation and statistical analysis of the first passage time (FPT) and M-samples of the random
             variable X(v) given by a simulated diffusion process.
License: GPL (>= 2)
Classification/ACM: F.0, G.3
URL: http://www.r-project.org ,
        http://www.inside-r.org/packages/cran/Sim.DiffProc
Repository: CRAN
LazyLoad: yes
Packaged: 2011-11-18 14:28:42 UTC; Arsalane
Date/Publication: 2011-11-18 14:59:23
